3745随机过程中等essaymedium
Swaption on a Fixed-for-Floating Swap
题目
A swaption payoff is naturally proportional to the swap annuity. Which numeraire is most convenient and what ratio becomes martingale?
解题计时
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提交作答时记录，用于后续平均用时统计。
题目
A swaption payoff is naturally proportional to the swap annuity. Which numeraire is most convenient and what ratio becomes martingale?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。